Anic Equity¶

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Total return since start: 0.707 %¶

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Equity now: -----------------------------> 52153.84 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48013.52 Kr¶

PnL: ---------------------------------------> -918.48 Kr¶

DD now: ---------------------------------> -1.819 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 09:43:35.102337'

Anic Portfolio¶

Today¶

Return: -0.215 %¶

This Week¶

Return: -0.31 %¶

Total portfolio value¶

Return including deposits: 70.738 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2354.000000 165.000000 7.540000 2189.000000
Embracer Group B 26 4.220000 747.370000 85.370000 12.900000 661.999988
Svolder B 35 -1.900000 2262.750000 83.750000 3.840000 2179.000005
BHG Group 49 2.470000 710.500000 71.500000 11.190000 638.999984
Vitrolife 3 0.080000 724.800000 47.800000 7.060000 677.000001
Xvivo Perfusion 3 0.680000 886.500000 41.500000 4.910000 845.000001
Biotage 4 0.510000 636.000000 33.000000 5.470000 603.000000
Profoto Holding 7 4.290000 613.200000 31.200000 5.360000 581.999999
SynAct Pharma 9 1.630000 672.300000 27.300000 4.230000 645.000003
Humana 40 0.580000 696.000000 22.000000 3.260000 674.000000
Addnode Group B 6 0.700000 772.200000 20.200000 2.690000 751.999998
Eastnine 6 0.000000 673.200000 16.200000 2.470000 657.000000
Addtech B 3 -0.250000 707.400000 7.400000 1.060000 699.999999
Sdiptech B 3 0.070000 825.600000 3.600000 0.440000 822.000000
Volati 5 -0.870000 567.000000 -7.000000 -1.220000 574.000000
Latour B 2 -0.850000 441.200000 -7.800000 -1.740000 449.000000
Fortnox 10 1.660000 659.600000 -8.400000 -1.260000 668.000000
Sampo Oyj SDB 1 0.300000 496.000000 -9.000000 -1.780000 505.000000
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
NCC B 7 -0.490000 642.250000 -11.750000 -1.800000 653.999997
Investor B 3 -0.250000 645.750000 -12.250000 -1.860000 657.999999
BONESUPPORT HOLDING 10 -0.820000 1204.000000 -20.000000 -1.630000 1224.000000
Nolato B 12 0.100000 627.600000 -20.400000 -3.150000 648.000000
SCA A 4 -1.640000 576.800000 -22.200000 -3.710000 599.000000
Indutrade 5 -0.310000 1295.000000 -25.000000 -1.890000 1320.000000
Lime Technologies 2 0.360000 560.000000 -33.000000 -5.560000 593.000000
Balco Group 39 0.640000 1833.000000 -42.000000 -2.240000 1874.999997
Ambea 68 0.660000 2482.000000 -55.000000 -2.170000 2537.000032
Creades A 7 0.250000 552.650000 -58.350000 -9.550000 610.999998
Gaming Innovation Group 161 -0.970000 4113.550000 -74.450000 -1.780000 4187.999942
Lundin Gold 7 -1.280000 866.600000 -107.400000 -11.030000 973.999999
Investor A 16 -0.140000 3436.800000 -108.200000 -3.050000 3545.000000
Sedana Medical 135 -2.330000 4190.400000 -140.600000 -3.250000 4330.999935
New Wave B 40 -0.170000 3738.800000 -177.200000 -4.530000 3916.000000
Wästbygg Gruppen B 80 -0.620000 2568.000000 -303.000000 -10.550000 2871.000000
Bactiguard Holding B 37 0.560000 2645.500000 -321.500000 -10.840000 2966.999993
TOTAL 48013.520000 -918.480000 -1.81947% 48931.999868

Updated:¶

'2023-06-16 09:43:53.641668'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶